Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,329.3 |
1,335.0 |
5.7 |
0.4% |
1,383.1 |
High |
1,343.0 |
1,335.7 |
-7.3 |
-0.5% |
1,392.6 |
Low |
1,328.0 |
1,308.5 |
-19.5 |
-1.5% |
1,320.8 |
Close |
1,336.0 |
1,311.2 |
-24.8 |
-1.9% |
1,336.0 |
Range |
15.0 |
27.2 |
12.2 |
81.3% |
71.8 |
ATR |
20.3 |
20.8 |
0.5 |
2.5% |
0.0 |
Volume |
148,313 |
178,475 |
30,162 |
20.3% |
821,800 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.1 |
1,382.8 |
1,326.2 |
|
R3 |
1,372.9 |
1,355.6 |
1,318.7 |
|
R2 |
1,345.7 |
1,345.7 |
1,316.2 |
|
R1 |
1,328.4 |
1,328.4 |
1,313.7 |
1,323.5 |
PP |
1,318.5 |
1,318.5 |
1,318.5 |
1,316.0 |
S1 |
1,301.2 |
1,301.2 |
1,308.7 |
1,296.3 |
S2 |
1,291.3 |
1,291.3 |
1,306.2 |
|
S3 |
1,264.1 |
1,274.0 |
1,303.7 |
|
S4 |
1,236.9 |
1,246.8 |
1,296.2 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.2 |
1,522.4 |
1,375.5 |
|
R3 |
1,493.4 |
1,450.6 |
1,355.7 |
|
R2 |
1,421.6 |
1,421.6 |
1,349.2 |
|
R1 |
1,378.8 |
1,378.8 |
1,342.6 |
1,364.3 |
PP |
1,349.8 |
1,349.8 |
1,349.8 |
1,342.6 |
S1 |
1,307.0 |
1,307.0 |
1,329.4 |
1,292.5 |
S2 |
1,278.0 |
1,278.0 |
1,322.8 |
|
S3 |
1,206.2 |
1,235.2 |
1,316.3 |
|
S4 |
1,134.4 |
1,163.4 |
1,296.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,367.9 |
1,308.5 |
59.4 |
4.5% |
21.1 |
1.6% |
5% |
False |
True |
169,185 |
10 |
1,392.6 |
1,308.5 |
84.1 |
6.4% |
20.8 |
1.6% |
3% |
False |
True |
173,504 |
20 |
1,392.6 |
1,308.5 |
84.1 |
6.4% |
19.6 |
1.5% |
3% |
False |
True |
155,154 |
40 |
1,392.6 |
1,237.5 |
155.1 |
11.8% |
19.2 |
1.5% |
48% |
False |
False |
138,234 |
60 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
18.9 |
1.4% |
61% |
False |
False |
97,664 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
19.8 |
1.5% |
61% |
False |
False |
74,347 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
19.2 |
1.5% |
61% |
False |
False |
60,036 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
19.7 |
1.5% |
61% |
False |
False |
50,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.3 |
2.618 |
1,406.9 |
1.618 |
1,379.7 |
1.000 |
1,362.9 |
0.618 |
1,352.5 |
HIGH |
1,335.7 |
0.618 |
1,325.3 |
0.500 |
1,322.1 |
0.382 |
1,318.9 |
LOW |
1,308.5 |
0.618 |
1,291.7 |
1.000 |
1,281.3 |
1.618 |
1,264.5 |
2.618 |
1,237.3 |
4.250 |
1,192.9 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,322.1 |
1,325.8 |
PP |
1,318.5 |
1,320.9 |
S1 |
1,314.8 |
1,316.1 |
|